In movie making as well as television, actors learn quickly where their mark is in every scene. In the theater, knowing your “mark” means knowing where you are supposed to enter the stage and where you are supposed to stand on the stage to deliver your lines. But you should also be aware of where you are relative to stage lightening.
It is important to at least seem confident when you come out on stage. One thing that helps with this is being familiar with theater lingo. Just about every profession has its jargon, and theater arts professionals are no different. If you want to have confidence as an actor, you must understand stage direction and any other stage-work instructions, such as “Stage left” (or to your left when you're standing on stage) and “Upstage right” (moving to the back of the stage and to the actor's right).
Theater actors, unlike movie and television actors, are facing a live audience. The people in that audience need to be able to clearly understand what you are saying, but since they don't have surround sound or a volume switch in their theater seats this can sometimes be difficult. Most theaters, however, are designed with this is mind, so that if you project as you speak your lines, even the people in the back rows should be able to hear you. In addition to helping you reach the cheap seats, a strong voice conveys confidence.
In theater arts, actors can actually draw instruction as well as inspiration from the audience. This can be a type of symbiosis in which audience reactions affect a performance. For example, an actor may tweak his performance based on an audience's reaction to a previous performance. And remember, never get so lost in your performance that you turn your back to the audience.